Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47661.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46266.66 Kr¶

PnL: ---------------------------------------> -621.91 Kr¶

DD now: ---------------------------------> -1.991 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 15:52:10.570533'

Anic Portfolio¶

Today¶

Return: 0.734 %¶

This Week¶

Return: 0.27 %¶

Total¶

Return: 56.032 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.540000 3192.800000 221.800000 7.470000 2971.000006
HEBA B 70 -0.260000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 0.650000 3448.800000 71.800000 2.130000 3377.000000
FM Mattsson Mora Group B 50 -1.320000 2990.000000 63.000000 2.150000 2927.000000
AcadeMedia 12 1.950000 590.640000 33.640000 6.040000 557.000004
Corem Property Group B 59 -0.580000 607.700000 30.700000 5.320000 576.999999
Resurs Holding 22 4.470000 602.140000 28.140000 4.900000 573.999998
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
Samhällsbyggnadsbo. i Norden B 20 0.710000 380.900000 25.900000 7.300000 355.000000
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
OEM International B 7 1.310000 543.200000 15.200000 2.880000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
Intrum 4 -0.070000 535.800000 8.800000 1.670000 527.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Sampo Oyj SDB 7 1.850000 3857.000000 7.000000 0.180000 3850.000000
HMS Networks 2 -1.220000 678.000000 5.000000 0.740000 673.000000
Swedbank A 3 0.590000 566.250000 2.250000 0.400000 564.000000
Essity B 2 0.770000 575.600000 1.600000 0.280000 574.000000
Coor Service Management Hold. 8 0.600000 533.200000 1.200000 0.230000 532.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 -0.110000 563.160000 -6.840000 -1.200000 570.000000
CTEK 13 1.530000 525.330000 -8.670000 -1.620000 533.999999
Boozt 12 1.260000 1645.200000 -8.800000 -0.530000 1653.999996
Karnov Group 9 1.390000 524.700000 -11.300000 -2.110000 536.000004
Nordea Bank Abp 29 0.610000 3441.720000 -12.280000 -0.360000 3453.999992
Midsona B 63 1.720000 557.550000 -25.450000 -4.370000 582.999984
Vivesto 1368 2.060000 570.180000 -42.820000 -6.990000 612.999432
International Petroleum Corp. 5 0.560000 541.500000 -53.070000 -8.930000 594.565215
Axfood 13 0.360000 3654.300000 -101.700000 -2.710000 3756.000001
OX2 18 1.640000 1449.900000 -214.100000 -12.870000 1663.999992
Fasadgruppen Group 35 1.850000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 0.000000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46266.660000 -621.910000 -1.99118% 46888.564618

Updated:¶

'2023-01-20 15:52:23.294662'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶